HI,
TO do this you have to employee a ashx handler .
Inside the ashx handler call the web service.
write in to the response stream of the http request.
Call the handler with the help of Jquery AJax
You will get response in the JQuery ajax Success.
why i suggested the handler is that you mentioned that you also want to make use of session,if you implement an inter face called
IReadOnlySessionState
then you can use session in http handler.